Question 2 (20 marks) You are currently looking at a put and call option on Motus Holdings Ltd with the same exercise price. Considering the information provided below, is there an arbitrage opportunity and how would you take advantage of it? Time MTH price R105 Exercise_price R97 Risk free rate 8% Diy yield 5% Call premium R10.99 Put premium R2.77 2 months Question 3 (35 marks) You have been presented with a portfolio of 3 different bonds. Bond Bond_A Bond_B Bond. Maturity 5 years 9 years 7 years Coupon 9.7 12.1 11.0 YTM Bonds owned 13.6 3 14.5 2 14.8 5 Calculate: a) The value of the bond portfolio. (10 marks) b) The duration of the bond portfolio. (15 marks) c) The convexity of the bond portfolio. (10 marks)